This is reproducable from 1.4.2 onwards on all platforms.

A blocked Window does not go behind a modal dialog when the Window comes up. When clicked anywhere on the Window, the window goes below the Dialog

To reproduce:
1. Run the below test. It shows a Dialog with a button in it
2. Click the button - It'll show a Window.

If the Window appears above the Dialog, the bug is reproduced. Click anywhere on the Window. It could be seen that the Window goes behind the Dialog

import java.awt.*;
import java.awt.event.*;

public class Test { 
    public static void main(String[] args) {
        Dialog d = new Dialog(new Frame());
        d.setModal(true);
        d.setLayout(new FlowLayout());
        final Window w = new Window(new Frame());
        w.setSize(200, 200);
        w.setLocation(100, 100);
        Button b = new Button("Click me");
        b.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent event) {
                w.setVisible(true);
            }
        });
        d.add(b);
        d.setSize(200, 200);
        d.setVisible(true);
    }
}
There is another problem, specific only to solaris/linux. When the window is shown, it is located above the modal dialog. When I click on the dialog, it comes to front, but subsequent click on the window brings it above the dialog again. On Windows, this doesn't happen: once the dialog is clicked, the window never comes to front (of course, until the dialog is dismissed).